Bayesian Prediction with a Cointegrated Vector Autoregression
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- Jansson, Per & Vredin, Anders, 2001. "Forecast-based Monetary Policy in Sweden 1992-1998: A View from Within," Working Paper Series 120, Sveriges Riksbank (Central Bank of Sweden).
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KeywordsBayesian; Cointegration; Inflation forecasting; Model averaging; Predictive density;
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
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